-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=65860

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-- Indicator profile initialization routine

function Init()
    indicator:name("Kaufman adaptive moving average &  Adaptive Moving Average");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);
	
	indicator.parameters:addGroup("Calculation"); 
    indicator.parameters:addInteger("Period", "Period", "", 10, 2, 2000);
 
	
	indicator.parameters:addGroup("Style"); 	
    indicator.parameters:addColor("color1", "AMA Line Color", "", core.rgb(0, 255, 0));
	indicator.parameters:addInteger("style1", "Line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style1", core.FLAG_LEVEL_STYLE);	
	indicator.parameters:addInteger("width1", "Line Width", "", 3, 1, 5);
	
	 indicator.parameters:addColor("color2", "KAMA Line Color", "", core.rgb(255, 0, 0));
	indicator.parameters:addInteger("style2", "Line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style2", core.FLAG_LEVEL_STYLE);	
	indicator.parameters:addInteger("width2", "Line Width", "", 3, 1, 5);
	
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block

local Period 
local first;
local source = nil;

local Pds,FastSC,SlowSC;

 
local AAA,KAMA;  
local ROC; 

-- Routine
 function Prepare(nameOnly)   
 
     Period= instance.parameters.Period;
 
    local name = profile:id() .. "(" ..  instance.source:name().. ", " ..  Period  .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end
	
	
	Pds=Period+1;
    FastSC=2/(2+1);
    SlowSC=2/(30+1);
 
			
    source = instance.source; 
    first=source:first()+Pds;
	
	--Direction = instance:addInternalStream(0, 0);
	--Volatility= instance:addInternalStream(0, 0);
	ROC= instance:addInternalStream(0, 0);
	 
 
	AAA = instance:addStream("AAA" , core.Line, " AAA"," AAA",instance.parameters.color1, first+1);
	AAA:setWidth(instance.parameters.width1);
    AAA:setStyle(instance.parameters.style1);
	
	KAMA = instance:addStream("KAMA" , core.Line, " KAMA"," KAMA",instance.parameters.color2, source:first()+Period*2);
	KAMA:setWidth(instance.parameters.width2);
    KAMA:setStyle(instance.parameters.style2);
     
end

-- Indicator calculation routine
function Update(period )
 
 
     ROC[period]=math.abs (source.close[period] -source.close[period-1] )  ;
	
	
    if period >first then
		
			--Adaptive Moving Average
			
			local min,max=mathex.minmax(source, period-Pds+1, period);
			local Mltp=math.abs((source.close[period]-min)-(max-source.close[period]))/(max-min);
			local SSC=Mltp*(FastSC-SlowSC)+SlowSC;
			local Constant= math.pow(SSC,2);
			
			if period<first + Pds+1 then
			AAA[period]=source.close[period-1]+Constant*(source.close[period]-source.close[period-1]);
			else
			AAA[period]=AAA[period-1]+Constant*(source.close[period]-AAA[period-1]);
			end
		 
   end
   
   
   --Kaufman Adaptive Moving Average
    
   
    if period <  source:first()+Period*2 then
	return;
	end
   
   local Direction=math.abs(source.close[period]- source.close[period-Period]);	
   local Volatility=mathex.sum(ROC, period -Period+1, period);
   
   local ER=Direction/Volatility;
   local SSC=ER*(FastSC-SlowSC)+SlowSC;
   local Constant= math.pow(SSC,2);

	if period <=  source:first()+Period*2 then
	KAMA[period]=source.close[period-1]+Constant*(source.close[period]-source.close[period-1]);
	else
	KAMA[period]=KAMA[period-1]+Constant*(source.close[period]-KAMA[period-1]);
	end			   
end